Okay, but do they actually use any data from that? What does the privacy policy say? Have any effects been observed beyond "uses a facebook domain" (e.g. you see ads on Facebook for a site you had in preview)? Is there functional reason for using that domain?

Do you think I’m a Facebook employee…?

Because no one else can answer your questions.

Did you see the content of that domain? It might be spam/phishing protection, which can be done in a privacy-preserving way (e.g. sending only a truncated hash of the link TLD to a server and downloading a larger set of blocked domains for local filtering).

At least on my Mac, I also only see connections to the URL domain, nothing to a Facebook subdomain.

Meta and 'privacy-preserving' are a contradiction in terms.

There’s like 1000 reasons why the domain could be used. (For example you wouldn’t want 1M phones destroying a website because it became viral on WhatsApp, hence a caching layer is probably needed)

I don’t work at Facebook on this specific system that handles link previews so I have no idea of the details.

The fact is that if they send a request containing the link I previewed which is tied to my IP which connects to my Facebook account then they can 100% correlate that information and figure it out.

Are they doing that? Maybe, maybe not. I don’t work there. But they can if they want to so it all comes down to trust. Do you trust Meta?